Ritz values and Arnoldi convergence for non-Hermitian matrices
Doctor of Philosophy
This thesis develops ways of localizing the Ritz values of non-Hermitian matrices. The restarted Arnoldi method with exact shifts, useful for determining a few desired eigenvalues of a matrix, employs Ritz values to refine eigenvalue estimates. In the Hermitian case, using selected Ritz values produces convergence due to interlacing. No generalization of interlacing exists for non-Hermitian matrices, and as a consequence no satisfactory general convergence theory exists. To study Ritz values, I propose the inverse field of values problem for k Ritz values, which asks if a set of k complex numbers can be Ritz values of a matrix. This problem is always solvable for k = 1 for any complex number in the field of values; I provide an improved algorithm for finding a Ritz vector in this case. I show that majorization can be used to characterize, as well as localize, Ritz values. To illustrate the difficulties of characterizing Ritz values, this work provides a complete analysis of the Ritz values of two 3 × 3 matrices: a Jordan block and a normal matrix. By constructing conditions for localizing the Ritz values of a matrix with one simple, normal, sought-after eigenvalue, this work develops sufficient conditions that guarantee convergence of the restarted Arnoldi method with exact shifts. For general matrices, the conditions provide insight into the subspace dimensions that ensure that shifts do not cluster near the wanted eigenvalue. As Ritz values form the basis for many iterative methods for determining eigenvalues and solving linear systems, an understanding of Ritz value behavior for non-Hermitian matrices has the potential to inform a broad range of analysis.